JRGD.DE vs. BBLL.DE
JRGD.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and BBLL.DE (JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)) are both exchange-traded funds - JRGD.DE is a Global Equities fund tracking the JP Morgan Global Research Enhanced Index Equity (ESG), while BBLL.DE is a Government Bonds fund tracking the ICE US Treasury 0-1 Year Index. Both are passively managed. Over the past 3 years, JRGD.DE returned 16.83%/yr vs 1.85%/yr for BBLL.DE. At a 0.03 correlation, their price movements are largely independent. JRGD.DE charges 0.25%/yr vs 0.07%/yr for BBLL.DE.
Performance
JRGD.DE vs. BBLL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRGD.DE achieves a 10.32% return, which is significantly higher than BBLL.DE's 2.66% return.
JRGD.DE
- 1D
- 0.00%
- 1M
- 4.30%
- YTD
- 10.32%
- 6M
- 10.92%
- 1Y
- 22.73%
- 3Y*
- 16.83%
- 5Y*
- —
- 10Y*
- —
BBLL.DE
- 1D
- -0.11%
- 1M
- 1.01%
- YTD
- 2.66%
- 6M
- 2.06%
- 1Y
- 2.10%
- 3Y*
- 1.85%
- 5Y*
- 4.31%
- 10Y*
- —
JRGD.DE vs. BBLL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.32% | 6.67% | 25.38% | 21.25% | -13.07% | 10.88% |
BBLL.DE JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) | 2.66% | -7.37% | 11.29% | 1.32% | 7.29% | 3.51% |
Correlation
The correlation between JRGD.DE and BBLL.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2021 | 0.03 |
The correlation between JRGD.DE and BBLL.DE shifts across timeframes, from 0.03 (all time) to 0.15 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
JRGD.DE vs. BBLL.DE — Risk / Return Rank
JRGD.DE
BBLL.DE
JRGD.DE vs. BBLL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| JRGD.DE | BBLL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.06 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 0.62 | +3.11 |
| Martin ratioReturn relative to average drawdown | 15.47 | 1.30 | +14.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JRGD.DE | BBLL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 0.34 | +1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.29 | +0.55 |
Drawdowns
JRGD.DE vs. BBLL.DE - Drawdown Comparison
The maximum JRGD.DE drawdown since its inception was -21.56%, which is greater than BBLL.DE's maximum drawdown of -13.03%. Use the drawdown chart below to compare losses from any high point for JRGD.DE and BBLL.DE.
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Drawdown Indicators
| JRGD.DE | BBLL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.56% | -13.03% | -8.53% |
Max Drawdown (1Y)Largest decline over 1 year | -6.06% | -3.38% | -2.68% |
Max Drawdown (3Y)Largest decline over 3 years | -21.56% | -11.65% | -9.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.65% | — |
Current DrawdownCurrent decline from peak | -0.35% | -7.22% | +6.87% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -6.14% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 1.61% | -0.14% |
Volatility
JRGD.DE vs. BBLL.DE - Volatility Comparison
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) has a higher volatility of 2.43% compared to JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) at 1.28%. This indicates that JRGD.DE's price experiences larger fluctuations and is considered to be riskier than BBLL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRGD.DE | BBLL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 1.28% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.47% | 4.12% | +3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 6.07% | +4.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.33% | 7.46% | +6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 7.22% | +7.11% |
JRGD.DE vs. BBLL.DE - Expense Ratio Comparison
JRGD.DE has a 0.25% expense ratio, which is higher than BBLL.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JRGD.DE vs. BBLL.DE - Dividend Comparison
JRGD.DE's dividend yield for the trailing twelve months is around 0.89%, while BBLL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BBLL.DE JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.89% | 0.89% | 0.91% | 0.85% | 1.44% |
Frequently Asked Questions
JRGD.DE and BBLL.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BBLL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBLL.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for JRGD.DE.
JRGD.DE is categorized as Global Equities, while BBLL.DE is Government Bonds. JRGD.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG), while BBLL.DE tracks ICE US Treasury 0-1 Year Index. Their fees differ too: 0.25% for JRGD.DE and 0.07% for BBLL.DE.
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